Cellavision AB Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, June 9th, 2026
1 Day
2,914.19
decreased by 190.39
1 Week
3,036.68
decreased by 67.90
1 Month
3,412.72
increased by 308.14
Analysis last updated: Tuesday, June 9, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.51 | |
| 0.0692 | 18.56 | |
| 0.9195 | 442.05 | |
| 0.0227 | 3.54 |
Estimation Period:
May 28, 2007 to Jun 5, 2026
May 28, 2007 to Jun 5, 2026
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